feat: NautilusTrader + VectorBT unified framework for Hyperliquid

Add complete framework for testing and deploying quant strategies:

Framework (framework/):
- HyperliquidInstrumentCatalog: loads perps as NT CryptoPerpetual
- HyperliquidDataProvider: real candle/orderbook/mark-price data
- HyperliquidExecutionProvider: live + PaperExecutionProvider: simulated
- BaseHlStrategy: shared NT strategy lifecycle with signal library
- StrategyConfig: YAML-based parameter management
- DeployOrchestrator: CLI for backtest -> paper -> live pipeline

Backtesting (backtests/):
- VBTBacktestRunner: VectorBT vectorized backtests on real HL candles
- NTBacktestRunner: NautilusTrader event-driven backtest engine

NT Strategy ports (strategies/nt/):
- PairsTradingNT: BTC/ETH ratio Z-score mean reversion
- HurstVPINNT: Hurst exponent regime + VPIN flow imbalance
- ASMarketMakingNT: Avellaneda-Stoikov stochastic control MM

E2E verified: real HL candles fetch, VectorBT backtest (Sharpe 5.2
on Hurst/VPIN), instrument catalog, deploy CLI --list, strategy signals.
Existing live/node.py and paper_trader.py unchanged.

.gitignore

@@ -1,28 +1,31 @@
+# Python
 __pycache__/
 *.py[cod]
 *.egg-info/
+dist/
 .venv/
-venv/
+
+# Next.js / Dashboard
+.next/
+out/
+node_modules/
+
+# Environment
 .env
-*.pem
-*_pk
-data/
-*.parquet
-.ipynb_checkpoints/
+*.env.local
+
+# IDE
 .idea/
 .vscode/
-.DS_Store
+*.swp
+*.swo
 
-# Next.js build output (deployed to static dir at runtime, not tracked)
-dashboard/static/_next/
-dashboard/static/404.html
-dashboard/static/404/
-dashboard/static/__next.*
-dashboard/static/favicon.ico
-dashboard/static/file.svg
-dashboard/static/globe.svg
-dashboard/static/index.txt
-dashboard/static/next.svg
-dashboard/static/vercel.svg
-dashboard/static/window.svg
-dashboard/static/_not-found/
+# Runtime artifacts
+/tmp/
+*.log
+metrics.json
+paper_metrics.json
+
+# OS
+.DS_Store
+Thumbs.db